by Saril Mamballi | Aug 3, 2026
by Nina Brumma | Jul 30, 2026
by Saril Mamballi | Apr 22, 2026
Currently, the following documents are available to support member banks in their data submission efforts: Document Description Data input structure This document provides the structure of the tables that should be used to create the input data files, including all...
by Saril Mamballi | Sep 3, 2025
We are excited to share our new report Asset Correlations in Credit Risk: An Empirical Study with GCD Data. Drawing on our large PD & rating dataset of corporate obligors in Europe and North America (2008–2023), the study estimates default-based asset...
by Saril Mamballi | May 13, 2025
